eFinancialCareers

• Company

  Blackrock Recruitment

• Location

  Australia-Sydney

• Remuneration

  Six Figure Salary + Bonus + Career Development Opportunities

• Position Type

  Employee

• Employment type

  Full time

• Updated

  09 Aug 2008

• eFC Ref no

  439265

Large global markets division of an established banking giant have experienced growth in their risk management teams over the past year. IT and quantitative teams have become pivotal in providing analytical and risk measurement tools to the investment and trading execution teams.

Due to an internal promotion, a vacancy has arisen in the quantitative development team who’s primary role is to provide technology based market and credit risk solutions to team all over the bank.

This role will mainly be responsible for the development of new and current pricing models within the banks credit and market risk systems which are currently being maintained by in-house systems and code. You will work closely with the teams developers and business analyst to write technical spec’s for new derivative pricing models for risk management, develop/code pricing models for new financial products (energy derivatives, commodities and structured credit etc etc) and help to improve the current risk infrastructure. Pivotal to this role will be your production level coding abilities in C++. Additional experience in C# and asp.net would be highly regarded, as would a strong mathematical ability gained from either academia or practical application in the global markets environment.

This is a high pressure, high reward environment that would suit an ambitious and talented quantitative developer who has a passion for both coding and mathematics. You must be able to make intelligent decisions and be able to work under little direction as well as be intelligent enough to identify and resolves complex modelling or system functions. You experience can come from a variety of backgrounds, however, quantitative development must figure strongly in your skill set.

For a confidential discussion, please call Oliver Spiers of BlackRock Recruitment on (02) 9230 0473 / 0432 101 984 or APPLY NOW using the links provided below.